Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
923.0 |
897.8 |
-25.2 |
-2.7% |
942.0 |
High |
924.5 |
916.0 |
-8.5 |
-0.9% |
966.1 |
Low |
893.3 |
894.7 |
1.4 |
0.2% |
902.2 |
Close |
898.0 |
912.9 |
14.9 |
1.7% |
944.9 |
Range |
31.2 |
21.3 |
-9.9 |
-31.7% |
63.9 |
ATR |
28.9 |
28.3 |
-0.5 |
-1.9% |
0.0 |
Volume |
13,246 |
19,137 |
5,891 |
44.5% |
41,720 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
971.8 |
963.6 |
924.6 |
|
R3 |
950.5 |
942.3 |
918.8 |
|
R2 |
929.2 |
929.2 |
916.8 |
|
R1 |
921.0 |
921.0 |
914.9 |
925.1 |
PP |
907.9 |
907.9 |
907.9 |
909.9 |
S1 |
899.7 |
899.7 |
910.9 |
903.8 |
S2 |
886.6 |
886.6 |
909.0 |
|
S3 |
865.3 |
878.4 |
907.0 |
|
S4 |
844.0 |
857.1 |
901.2 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.4 |
1,101.1 |
980.0 |
|
R3 |
1,065.5 |
1,037.2 |
962.5 |
|
R2 |
1,001.6 |
1,001.6 |
956.6 |
|
R1 |
973.3 |
973.3 |
950.8 |
987.5 |
PP |
937.7 |
937.7 |
937.7 |
944.8 |
S1 |
909.4 |
909.4 |
939.0 |
923.6 |
S2 |
873.8 |
873.8 |
933.2 |
|
S3 |
809.9 |
845.5 |
927.3 |
|
S4 |
746.0 |
781.6 |
909.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
947.4 |
893.3 |
54.1 |
5.9% |
25.7 |
2.8% |
36% |
False |
False |
13,262 |
10 |
966.1 |
893.3 |
72.8 |
8.0% |
28.5 |
3.1% |
27% |
False |
False |
9,902 |
20 |
1,009.8 |
893.3 |
116.5 |
12.8% |
28.0 |
3.1% |
17% |
False |
False |
6,861 |
40 |
1,009.8 |
805.2 |
204.6 |
22.4% |
26.1 |
2.9% |
53% |
False |
False |
5,191 |
60 |
1,009.8 |
805.2 |
204.6 |
22.4% |
25.5 |
2.8% |
53% |
False |
False |
4,005 |
80 |
1,009.8 |
732.7 |
277.1 |
30.4% |
24.8 |
2.7% |
65% |
False |
False |
3,538 |
100 |
1,009.8 |
691.8 |
318.0 |
34.8% |
25.6 |
2.8% |
70% |
False |
False |
3,063 |
120 |
1,009.8 |
691.8 |
318.0 |
34.8% |
26.4 |
2.9% |
70% |
False |
False |
2,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,006.5 |
2.618 |
971.8 |
1.618 |
950.5 |
1.000 |
937.3 |
0.618 |
929.2 |
HIGH |
916.0 |
0.618 |
907.9 |
0.500 |
905.4 |
0.382 |
902.8 |
LOW |
894.7 |
0.618 |
881.5 |
1.000 |
873.4 |
1.618 |
860.2 |
2.618 |
838.9 |
4.250 |
804.2 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
910.4 |
919.2 |
PP |
907.9 |
917.1 |
S1 |
905.4 |
915.0 |
|